peer reviewed ; Background: According to the WHO (2019), anxiety and depression are among the leading causes of illness and disability among adolescents. Anxiety disorders are the most common emotional disorder, estimated at 4.6% of 15–19-year-olds experiencing it. Depression is also common, affecting 2.8% of 15–19-year-olds. Both anxiety and depression can importantly affect an adolescent’s life. Having an emotional disorder during adolescence increases the likelihood of having it during adulthood. Physical activity is known to be negatively associated with depression and anxiety (Rebar et al., 2015). However, the extent of this relationship among adolescents in Luxembourg remains unstudied. The present study aims to understand the relationship between anxiety and depression, on the one hand, and physical activity, on the other, in adolescents in Luxembourg. Methods: This study is based on the 2022 Health Behaviour in School-aged Children Luxembourg survey. A total of 8415 adolescents aged 11 to 18 years old, were included in this study. The Generalised Anxiety Disorder Scale was used in its 2-item form (Kroenke et al., 2007) to measure anxiety, while the WHO-5 Well-Being Index was used for depression (Allgaier et al., 2012; Blom et al., 2012). Based on the time spent on and frequency of moderate-vigorous and vigorous physical activity, adolescents were categorized into highly active, active, low active and inactive. Binary logistic regressions were performed to estimate the predictive power of physical activity on anxiety and depression. The level of statistical significance was .05. Results: The prevalence of anxiety and depression symptoms in the studied population was 34.6% and 29.5%, respectively. A negative association between the levels of physical activity, on the one hand, and anxiety and depression, on the other, was found. For instance, compared to those who are highly active, the odds of presenting depression symptomatology are OR=1.64 (95CI 1.37-1.97) for those who are active, OR=2.68 (95CI ...